E-mini S&P 500 Future September 2011

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Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary Previous Current 13-Jul-2011 14-Jul-2011 Change Change % Previous Week Open 1,310.75 1,312.25 1.50 0.1% 1,334.50 High 1,327.75 1,323.25 -4.50 -0.3% 1,354.50 Low 1,307.25 1,302.00 -5.25 -0.4% 1,326.50 Close 1,312.25 1,306.75 -5.50 -0.4% 1,341.75 Range 20.50 21.25 0.75 3.7% 28.00 ATR 20.00 20.09 0.09 0.4% 0.00 Volume 2,315,093 2,877,782 562,689 24.3% 7,701,777
Daily Pivots for day following 14-Jul-2011 Classic Woodie Camarilla DeMark R4 1,374.50 1,361.75 1,318.50 R3 1,353.25 1,340.50 1,312.50 R2 1,332.00 1,332.00 1,310.75 R1 1,319.25 1,319.25 1,308.75 1,315.00 PP 1,310.75 1,310.75 1,310.75 1,308.50 S1 1,298.00 1,298.00 1,304.75 1,293.75 S2 1,289.50 1,289.50 1,302.75 S3 1,268.25 1,276.75 1,301.00 S4 1,247.00 1,255.50 1,295.00	Weekly Pivots for week ending 08-Jul-2011 Classic Woodie Camarilla DeMark R4 1,425.00 1,411.25 1,357.25 R3 1,397.00 1,383.25 1,349.50 R2 1,369.00 1,369.00 1,347.00 R1 1,355.25 1,355.25 1,344.25 1,362.00 PP 1,341.00 1,341.00 1,341.00 1,344.25 S1 1,327.25 1,327.25 1,339.25 1,334.00 S2 1,313.00 1,313.00 1,336.50 S3 1,285.00 1,299.25 1,334.00 S4 1,257.00 1,271.25 1,326.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,354.50 1,295.25 59.25 4.5% 24.50 1.9% 19% False False 2,552,188 10 1,354.50 1,295.25 59.25 4.5% 20.25 1.6% 19% False False 2,203,189 20 1,354.50 1,252.25 102.25 7.8% 20.00 1.5% 53% False False 2,232,390 40 1,354.50 1,252.25 102.25 7.8% 18.50 1.4% 53% False False 1,437,253 60 1,367.50 1,252.25 115.25 8.8% 17.75 1.4% 47% False False 958,862 80 1,367.50 1,252.25 115.25 8.8% 16.50 1.3% 47% False False 719,491 100 1,367.50 1,237.25 130.25 10.0% 18.00 1.4% 53% False False 575,626 120 1,367.50 1,237.25 130.25 10.0% 17.00 1.3% 53% False False 479,690
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.45 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,413.50 2.618 1,379.00 1.618 1,357.75 1.000 1,344.50 0.618 1,336.50 HIGH 1,323.25 0.618 1,315.25 0.500 1,312.50 0.382 1,310.00 LOW 1,302.00 0.618 1,288.75 1.000 1,280.75 1.618 1,267.50 2.618 1,246.25 4.250 1,211.75
Fisher Pivots for day following 14-Jul-2011 Pivot 1 day 3 day R1 1,312.50 1,311.50 PP 1,310.75 1,310.00 S1 1,308.75 1,308.25

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